OMX Riga Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.52% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1742 | 15.30 | |
| 0.5043 | 20.84 | |
| 0.0996 | 4.67 | |
| 0.0644 | 2.01 | |
| 0.1022 | 2.38 | |
| 0.8562 | 14.40 |
Estimation Period:
Jan 3, 2000 to Jan 30, 2026
Jan 3, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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